| Publication | Date of Publication | Type |
|---|
| Optimal reinsurance from an optimal transport perspective | 2023-12-11 | Paper |
| Optimal dividend strategies for a catastrophe insurer | 2023-11-09 | Paper |
| Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms | 2023-09-11 | Paper |
| Joint lifetime modeling with matrix distributions | 2023-06-26 | Paper |
| Continuous scaled phase-type distributions | 2023-05-17 | Paper |
| Optimal dividends under a drawdown constraint and a curious square-root rule | 2023-04-12 | Paper |
| Approximations of copulas via transformed moments | 2023-02-17 | Paper |
| Mortality modeling and regression with matrix distributions | 2023-02-01 | Paper |
| Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case | 2023-01-05 | Paper |
| Penalised likelihood methods for phase-type dimension selection | 2022-11-04 | Paper |
| Space-grid approximations of hybrid stochastic differential equations and first passage properties | 2022-11-03 | Paper |
| Mortality modeling and regression with matrix distributions | 2022-11-01 | Paper |
| Optimal Ratcheting of Dividends in a Brownian Risk Model | 2022-07-22 | Paper |
| Blockchain mining in pools: analyzing the trade-off between profitability and ruin | 2022-07-15 | Paper |
| On the randomized Schmitter problem | 2022-07-07 | Paper |
| On a Markovian game model for competitive insurance pricing | 2022-07-07 | Paper |
| Optimal dividends under a drawdown constraint and a curious square-root rule | 2022-06-24 | Paper |
| Asymptotic analysis of generalized Greenwood statistics for very heavy tails | 2022-04-22 | Paper |
| A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process | 2022-03-10 | Paper |
| On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin | 2022-02-18 | Paper |
| Impact of Underwriting Cycles on the Solvency of an Insurance Company | 2022-02-11 | Paper |
| A Risk Model with Multilayer Dividend Strategy | 2022-01-10 | Paper |
| “On the Merger of Two Companies,” Hans Gerber and Elias S. W. Shiu, July 2006 | 2022-01-10 | Paper |
| Authors’ Reply: A Risk Model with Multilayer Dividend Strategy - Discussion by Cheung; Ramin Okhrati | 2022-01-10 | Paper |
| Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails | 2022-01-07 | Paper |
| Structured reinsurance deals with reference to relative market performance | 2021-11-19 | Paper |
| Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data | 2021-11-15 | Paper |
| TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS | 2021-09-24 | Paper |
| Trimmed extreme value estimators for censored heavy-tailed data | 2021-08-09 | Paper |
| Multivariate matrix Mittag-Leffler distributions | 2021-07-20 | Paper |
| Threshold selection and trimming in extremes | 2021-05-21 | Paper |
| Multivariate fractional phase-type distributions | 2021-03-31 | Paper |
| Mortality modeling and regression with matrix distributions | 2020-11-06 | Paper |
| Optimal Ratcheting of Dividends in Insurance | 2020-11-03 | Paper |
| Combined tail estimation using censored data and expert information | 2020-09-28 | Paper |
| Matrix Mittag-Leffler distributions and modeling heavy-tailed risks | 2020-09-10 | Paper |
| Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes | 2020-07-22 | Paper |
| A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements * | 2020-07-14 | Paper |
| Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case | 2020-06-23 | Paper |
| The single server queue with mixing dependencies | 2020-05-04 | Paper |
| ON MARINE LIABILITY PORTFOLIO MODELING | 2020-02-03 | Paper |
| Inhomogeneous phase-type distributions and heavy tails | 2019-12-17 | Paper |
| Optimal dividend strategies for two collaborating insurance companies | 2019-09-16 | Paper |
| On randomized reinsurance contracts | 2019-01-15 | Paper |
| Dividends: from refracting to ratcheting | 2018-11-19 | Paper |
| Linking dividends and capital injections – a probabilistic approach | 2018-08-31 | Paper |
| Risk Theory with Affine Dividend Payment Strategies | 2018-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4578294 | 2018-08-08 | Paper |
| Reinsurance | 2017-11-10 | Paper |
| Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps | 2017-10-05 | Paper |
| A QUEUEING MODEL WITH RANDOMIZED DEPLETION OF INVENTORY | 2017-09-19 | Paper |
| Old-age provision: past, present, future | 2017-06-06 | Paper |
| Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations | 2016-12-27 | Paper |
| Exit identities for Lévy processes observed at Poisson arrival times | 2016-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801427 | 2016-04-07 | Paper |
| Competition among non-life insurers under solvency constraints: a game-theoretic approach | 2015-07-29 | Paper |
| Exact boundaries in sequential testing for phase-type distributions | 2015-04-14 | Paper |
| A note on moments of dividends | 2014-11-27 | Paper |
| Power identities for L\'evy risk models under taxation and capital injections | 2014-10-07 | Paper |
| On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models | 2014-05-14 | Paper |
| The tax identity for Markov additive risk processes | 2014-04-14 | Paper |
| FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES | 2014-02-27 | Paper |
| Joint asymptotic distributions of smallest and largest insurance claims | 2014-02-25 | Paper |
| Randomized observation periods for the compound Poisson risk model: the discounted penalty function | 2013-12-17 | Paper |
| Ruin problems under IBNR dynamics | 2013-11-15 | Paper |
| A risk model with an observer in a Markov environment | 2013-10-11 | Paper |
| Equalization reserves for natural catastrophes and shareholder value: a simulation study | 2013-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925743 | 2013-06-12 | Paper |
| Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums | 2013-06-06 | Paper |
| Tail asymptotics for dependent subexponential differences | 2013-02-19 | Paper |
| Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility | 2013-02-11 | Paper |
| Asymptotic results for renewal risk models with risky investments | 2012-10-10 | Paper |
| Introduction to Quantitative Methods for Financial Markets | 2012-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2895133 | 2012-07-02 | Paper |
| Randomized observation periods for the compound Poisson risk model: Dividends | 2012-06-11 | Paper |
| On ruin probability and aggregate claim representations for Pareto claim size distributions | 2012-02-10 | Paper |
| An algebraic operator approach to the analysis of Gerber-Shiu functions | 2012-02-10 | Paper |
| Optimal dividend-payout in random discrete time | 2011-12-19 | Paper |
| Ruin excursions, the G/G/∞ queue, and tax payments in renewal risk models | 2011-10-25 | Paper |
| The optimal dividend barrier in the gamma-omega model | 2011-08-25 | Paper |
| A Direct Approach to the Discounted Penalty Function | 2011-08-23 | Paper |
| Explicit ruin formulas for models with dependence among risks | 2011-08-01 | Paper |
| Ruin theory with excess of loss reinsurance and reinstatements | 2011-06-28 | Paper |
| On excess-of-loss reinsurance | 2011-04-06 | Paper |
| Higher-order expansions for compound distributions and ruin probabilities with subexponential claims | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562648 | 2010-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3560912 | 2010-05-17 | Paper |
| An asymptotic expansion for the tail of compound sums of Burr distributed random variables | 2010-04-01 | Paper |
| On the efficient evaluation of ruin probabilities for completely monotone claim distributions | 2010-02-12 | Paper |
| Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance | 2010-01-27 | Paper |
| A combinatorial identity for a problem in asymptotic statistics | 2009-12-04 | Paper |
| Asymptotics of the sample coefficient of variation and the sample dispersion | 2009-11-30 | Paper |
| Asymptotic results for the sum of dependent non-identically distributed random variables | 2009-08-31 | Paper |
| The tax identity in risk theory - a simple proof and an extension | 2009-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5505898 | 2009-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506193 | 2009-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3532978 | 2008-10-29 | Paper |
| Optimal dividend strategies for a risk process under force of interest | 2008-08-18 | Paper |
| Identification of the local speed function in a Lévy model for option pricing | 2008-08-05 | Paper |
| A Lévy Insurance Risk Process with Tax | 2008-08-05 | Paper |
| On the dual risk model with tax payments | 2008-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3505423 | 2008-06-18 | Paper |
| General Lower Bounds for Arithmetic Asian Option Prices | 2008-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5449231 | 2008-03-11 | Paper |
| Tail asymptotics for the sum of two heavy-tailed dependent risks | 2007-12-16 | Paper |
| Lundberg's risk process with tax | 2007-10-10 | Paper |
| Dividend maximization under consideration of the time value of ruin | 2007-07-19 | Paper |
| Ruin probabilities and aggregrate claims distributions for shot noise Cox processes | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3430009 | 2007-03-20 | Paper |
| Exponential Behavior in the Presence of Dependence in Risk Theory | 2006-09-25 | Paper |
| On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier | 2006-05-24 | Paper |
| On the discounted penalty function in a Markov-dependent risk model | 2006-03-08 | Paper |
| On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times | 2006-01-10 | Paper |
| “Optimal Dividends: Analysis with Brownian Motion,” Ana C. Cebrián, Hans U. Gerber and Elias S.W. Shiu, January 2004 | 2006-01-06 | Paper |
| An asymptotical study of combinatorial optimization problems by means of statistical mechanics | 2005-11-01 | Paper |
| A note on the asymptotic behaviour of bottleneck problems | 2005-08-25 | Paper |
| QMC techniques for CAT bond pricing * | 2005-03-10 | Paper |
| A ruin model with dependence between claim sizes and claim intervals | 2005-01-13 | Paper |
| On Asian option pricing for NIG Lévy processes | 2004-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4440831 | 2004-03-01 | Paper |
| On a gamma series expansion for the time-dependent probability of collective ruin | 2003-11-16 | Paper |
| Simulation methods in ruin models with nonlinear dividend barriers. | 2003-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792083 | 2003-02-10 | Paper |
| Risk theory with a nonlinear dividend barrier | 2002-09-25 | Paper |
| Simulation of ruin probabilities for risk processes of Markovian type | 2002-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425386 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425388 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707264 | 2001-04-01 | Paper |
